multivariate analyses

cluster analyses

1.1
1.1.1

p
p

d (,) R
1 d ( x, y ) 0 x, y
2 d ( x, y ) = 0 x = y
3 d ( x, y ) = d ( y, x) x, y
4 d ( x, y ) d ( x, z ) + d ( x, y ) x, y, z

Minkowski
-443-

p
qq
d q ( x, y ) = xk y k q > 0
k =1

q = 1,2 q +
1
q

d1 ( x, y ) = xk yk

k =1

2
1

p
22
d 2 ( x, y ) = xk yk

k =1

3Chebyshev

d ( x, y ) = max xk yk
1 k p

Minkowski

Minkowski

Minkowski
multicollinearity
Minkowski
4Mahalanobis

d ( x, y ) = ( x y )T 1 ( x y )

x, y p Z Z

1.1.2
G1 G2
1nearest neighbor or single linkage method

-444-

D(G1 , G2 ) = min{d ( xi , y j )}

xiG1
y j G2

2farthest neighbor or complete linkage method

D(G1 , G2 ) = max{d ( xi , y j )}

xiG1
y j G2

3centroid method

D(G1 , G2 ) = d ( x , y )

x, y G1 , G2
4group average method

D(G1 , G2 ) =

1
n1n2

d (x , x )
i

xi G1 x j G2

G1 , G2 n1 , n2 G1 , G2
5sum of squares method

D1 =

(x

xiG1

D12 =

x1 )T ( xi x1 ) D2 =

(x

x2 =

xk G1 G2

(x

x j G2

x2 ) T ( x j x 2 )

x ) ( xk x )
T

x1 =

1
n1

xi G1

1
n2

x j G2

x =

1
n1 + n2

k
xk G1 G2

D(G1 , G2 ) = D12 D1 D2

G1 ,G2
D12 D = D12 D1 D2
G1 , G2 Ward 1936
-445-

 Orloci 1976 Ward

1.2
1.2.1

7 w1 , w2 ,

, w7 1a 1b

= {w1 , w2 ,

, w7 } f 5

G1 = {w1 , w2 , w3 , w4 , w5 , w6 , w7 }
f 4

G1 = {w1 , w2 , w3 } G2 = {w4 , w5 , w6 , w7 }
f 3

G1 = {w1 , w2 , w3 } G2 = {w4 , w5 , w6 } G3 = {w7 }

f 2

G1 = {w1 , w2 , w3 } G2 = {w4 , w5 } G3 = {w6 } G4 = {w7 }

f1

G1 = {w4 , w5 } G2 = {w1} G3 = {w2 } G4 = {w3 } G5 = {w6 } G6 = {w7 }

f1
-446-

 = {w1 , w2 ,

, w7 }

1 n {d ij } D = (d ij ) nn
2 n
3

4 1 5

3
5
6

1.2.2

Florek 1951 Sneath1957

5 w1 , w2 , w3 , w4 , w5 (v1 , v2 )

1
1

v1

v2

w1

w2

w3

w4

w5

wi (i = 1,2,3,4,5) (vi1 , vi 2 )

d ( wi , w j ) = vik v jk D(G p , Gq ) = min{d ( wi , w j )}

k =1

wiG p
w j Gq

-447-

 d (,)

w1 w2 w3 w4 w5
w1
w2
w3
w4
w5

0 1 4 6 6
0 3 5 5

0 2 4

0 4

H1 = {w1 , w2 , w3 , w4 , w5 }
f ( wi ) = 0(i = 1,2,3,4,5) D(G p , Gq ) = d ( w p , wq )
1 w1 , w2 h6

H 2 = {h6 , w3 , w4 , w5 }
2 w3 , w4 h7

H 3 = {h6 , h7 , w5 }
3 h6 , h7 h8

H 4 = {h8 , w5 }
4 h8 w5 h9

H 5 = {h9 }

h9
-448-

 2a 2b
w5
w3 , w4 w1 , w2

MATLAB
clc,clear
a=[1,0;1,1;3,2;4,3;2,5];
[m,n]=size(a);
d=zeros(m,m);
for i=1:m
for j=i+1:m
d(i,j)=mandist(a(i,:),a(j,:)');
end
end
d
nd=nonzeros(d);
nd=union(nd,nd)
for i=1:m-1
nd_min=min(nd);
[row,col]=find(d==nd_min);tm=union(row,col);
tm=reshape(tm,1,length(tm));
s(i)={char(['',int2str(i),'',num2str(nd_min),'
',int2str(tm)])};
%{}
nd(find(nd==nd_min))=[];
if length(nd)==0
break
end
end
s(:)

MATLAB
clc,clear
a=[1,0;1,1;3,2;4,3;2,5];
y=pdist(a,'cityblock');yc=squareform(y)
z=linkage(y)
[h,t]=dendrogram(z)
-449-

MATLAB
1pdist
Y=pdist(X) m n X m n
m (m 1) m / 2
Y (m 1) m / 2 squareform
i,jij
Y=pdist(X,metric)metricX
metric2
2

metric

Euclid

SEuclid

Mahal

Mahalanobis

CityBlock

Minkowski

Minkowski

Y=pdist(X,minkowski,p)XP
2
2linkage
Z=linkage(Y)Ypdist
(m 1) m / 2
Z=linkage(Y,method)method
method3
3

method

single

complete

average

centroid

ward

Ward

Z (m 1) 3
1 m Z j
m + j m
-450-

12Z(i,1:2)
m + j m 1
Z(i,3)
3cluster
T=cluster(Z,cutoff)linkagecutoffcluster
4
4
cutoff

cutoff

cutoff
0<cutoff<2

cluster

2<=cutoff

cutoff

T=cluster(Z,cutoff,depth,flag)(linkage)depth

inconsistentdepth
cutoff
flagcutoffflaginconsistentcutoff
flagclustercutoff
T m
ifind(T==i)
4zsore(X)

x xj
~
xij = ij
sj
X = ( xij ) mn m n x j , s j
5Hdendrogram(Z,P)
linkageZP30
6T=clusterdata(X,cutoff)
XX m n m n

Y=pdist(X,euclid)
Z=linkage(Y,single)
T=cluster(Z,cutoff)
7)squareform
pdist
-451-

8cophenet
c=cophenet(Z,Y) Zlinkage()
Ypdist()Z (m 1) 3
Y (m 1) m / 2
Y {1,2,

, m} linkage()cophenet()

c1

Z(:,3)Y

c=

(y
i< j

(y
i< j

ij

y )( zij z )

ij

y ) 2 ( zij z ) 2
i< j

yij Y i j zij Z(:,3) i j y z Y

Z(:,3)
1.3

1.3.1

, xnj )T R n ( j = 1,2,

x j ( x1 j , x2 j ,

, m) x j xk

r jk =

(x
i =1

ij

x j )( xik xk )

2
2
( xij x j ) ( xik xk )
i =1
i =1

1
2

-452-

10

2
x j xk r jk
n

r jk =

x
i =1

ij ik

xij2 xik2
i =1 i =1
n

11

1
2

a r jk 1 j , k
b r jk = rkj , j , k

r jk 1 x j xk r jk x j xk
1.3.2

R (G1 , G2 ) = max{r jk }

12

x j G1
xk G2

R (G1 , G2 )
2

R (G1 , G2 ) = min{rjk }

13

x j G1
xk G2

R (G1 , G2 )
2
14
2
5
x1

x2

x3

x4

x5

x6

x7

x8

x9

x10

x11

x12

x13

-453-

x14

x1

x2

0.366

x3

0.242

0.233

x4

0.28

0.194

0.59

x5

0.36

0.324

0.476

0.435

x6

0.282

0.262

0.483

0.47

0.452

x7

0.245

0.265

0.54

0.478

0.535

0.663

x8

0.448

0.345

0.452

0.404

0.431

0.322

0.266

x9

0.486

0.367

0.365

0.357

0.429

0.283

0.287

0.82

x10

0.648

0.662

0.216

0.032

0.429

0.283

0.263

0.527

0.547

x11

0.689

0.671

0.243

0.313

0.43

0.302

0.294

0.52

0.558

0.957

x12

0.486

0.636

0.174

0.243

0.375

0.296

0.255

0.403

0.417

0.857

0.852

x13

0.133

0.153

0.732

0.477

0.339

0.392

0.446

0.266

0.241

0.054

0.099

0.055

x14

0.376

0.252

0.676

0.581

0.441

0.447

0.44

0.424

0.372

0.363

0.376

0.321

0.627

x1 x2 x3 x4 x5 x6 x7
x8 x9 x10 x11 x12 x13
x14 143
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0

10

11

3
-454-

12

13

14

14

MATLAB
%ch.txt
a=textread('ch.txt');
for i=1:14
a(i,i)=0;
end
b=a(:);b=nonzeros(b);b=b';b=1-b;
z=linkage(b,'complete');
y=cluster(z,2)
dendrogram(z)
ind1=find(y==2);ind1=ind1'
ind2=find(y==1);ind2=ind2'

QR
QR
1

4
2
19951995
6x1 x2
x3 x4
x5 x6
-455-

 x7 x8 x9
x10

x1

x2

x3

x4

x5

x6

5.96

310

461

1557

931

319

3.39

234

308

1035

498

2.35

157

229

713

1.35

81

111

1.50

88

1.67

x8

x9

x10

44.36

2615

2.20

13631

161

35.02

3052

.90

12665

295

109

38.40

3031

.86

9385

364

150

58

30.45

2699

1.22

7881

128

421

144

58

34.30

2808

.54

7733

86

120

370

153

58

33.53

2215

.76

7480

1.17

63

93

296

117

44

35.22

2528

.58

8570

1.05

67

92

297

115

43

32.89

2835

.66

7262

.95

64

94

287

102

39

31.54

3008

.39

7786

.69

39

71

205

61

24

34.50

2988

.37

11355

.56

40

57

177

61

23

32.62

3149

.55

7693

.57

58

64

181

57

22

32.95

3202

.28

6805

.71

42

62

190

66

26

28.13

2657

.73

7282

.74

42

61

194

61

24

33.06

2618

.47

6477

.86

42

71

204

66

26

29.94

2363

.25

7704

1.29

47

73

265

114

46

25.93

2060

.37

5719

1.04

53

71

218

63

26

29.01

2099

.29

7106

.85

53

65

218

76

30

25.63

2555

.43

5580

.81

43

66

188

61

23

29.82

2313

.31

5704

-456-

x7

.59

35

47

146

46

20

32.83

2488

.33

5628

.66

36

40

130

44

19

28.55

1974

.48

9106

.77

43

63

194

67

23

28.81

2515

.34

4085

.70

33

51

165

47

18

27.34

2344

.28

7928

.84

43

48

171

65

29

27.65

2032

.32

5581

1.69

26

45

137

75

33

12.10

810

1.00

14199

.55

32

46

130

44

17

28.41

2341

.30

5714

.60

28

43

129

39

17

31.93

2146

.24

5139

1.39

48

62

208

77

34

22.70

1500

.42

5377

.64

23

32

93

37

16

28.12

1469

.34

5415

1.48

38

46

151

63

30

17.87

1024

.38

7368

3R

MATLAB6
6

x1

x2

x3

x4

x5

x6

x7

x8

x9

x10

x1

1.0000

0.9434

0.9528

0.9591

0.9746

0.9798

0.4065

0.0663

0.8680

0.6609

x2

0.9434

1.0000

0.9946

0.9946

0.9743

0.9702

0.6136

0.3500

0.8039

0.5998

x3

0.9528

0.9946

1.0000

0.9987

0.9831

0.9807

0.6261

0.3445

0.8231

0.6171

x4

0.9591

0.9946

0.9987

1.0000

0.9878

0.9856

0.6096

0.3256

0.8276

0.6124

x5

0.9746

0.9743

0.9831

0.9878

1.0000

0.9986

0.5599

0.2411

0.8590

0.6174

x6

0.9798

0.9702

0.9807

0.9856

0.9986

1.0000

0.5500

0.2222

0.8691

0.6164

x7

0.4065

0.6136

0.6261

0.6096

0.5599

0.5500

1.0000

0.7789

0.3655

0.1510

x8

0.0663

0.3500

0.3445

0.3256

0.2411

0.2222

0.7789

1.0000

0.1122

0.0482

x9

0.8680

0.8039

0.8231

0.8276

0.8590

0.8691

0.3655

0.1122

1.0000

0.6833

x10

0.6609

0.5998

0.6171

0.6124

0.6174

0.6164

0.1510

0.0482

0.6833

1.0000

-457-

0.35

0.3

0.25

0.2

0.15

0.1

0.05

10

MATLAB
load gj.txt % gj.txt
r=corrcoef(gj); %
d=tril(r);
%
for i=1:10
%
d(i,i)=0;
end
d=d(:);
d=nonzeros(d); %
d=d';d=1-d;
z=linkage(d)
dendrogram(z)

5 10 6
5

x1
x2

x7
x8
-458-

x9
x10
30
4Q
30

6
8

19 26 27 22 14 20 16 24 18 15 23 17 21

9 12 11 13 10

4 28 29 30

3 25

MATLAB
load gj.txt %gj.txt
gj(:,3:6)=[];
gj=zscore(gj);
y=pdist(gj);
z=linkage(y)
dendrogram(z,'average')

30

30

30

-459-

principal component analysis1901Pearson

1933Hotelling

3.1
x1 , x2 ,

, x p p c1 , c2 ,

, c p

s = c1 x1 + c2 x2 +

+ cp xp

14

s1 , s2 ,

, sn n

s1 , s2 ,
X1, X 2 ,

c1 , c2 ,

, X p x1 , x2 ,

, sn
, x p

, c p
Var(c1 X 1 + c2 X 2 +

+ cp X p )

15

p
15
-460-

c12 + c22 +

+ c 2p = 1

16

15 p

Z i i i = 1,2,

, p

Z1 = c11 X 1 + c12 X 2 + + c1 p X p

Z 2 = c21 X 1 + c22 X 2 + + c2 p X p

Z p = c p1 X 1 + c p 2 X 2 + + c pp X p

i ci1 + ci 2 +
2

(c21 , c22 ,

(c31 , c32 ,

17

+ cip2 = 1 (c11 , c12 ,

, c2 p ) (c11 , c12 ,

, c3 p ) (c11 , c12 ,

, c1 p ) Var ( Z1 )

, c1 p ) Var ( Z 2 )

, c1 p ) (c21 , c22 ,

, c2 p ) Var ( Z 3 )

3Kaiser1
SPSS
4
567080

principle estimate

3.2
-461-

principal component estimateMassy1965

biased estimateridge
estimateLS

p x1 , x2 ,

xi1 , xi 2 ,

, xip i = 1,2,

, x p i

,n

X = ( x1 , x2 ,

x1 , x2 ,

x11

x21
, xp ) =

x
n1

x12
x22
xn 2

x1 p

x2 p

xnp

18

, x p

18

Y = 01 + X + ~ N (0, 2 I )

19

Y n 1 0 1 1 n p 1
n 1 X X x j
( xij x j ) / s j x j , s j x j

0 = Y =

1 n
Yi
n i =1

20

z = c1 x1 + c2 x2 +

+ c p x p c 2j = 1
j =1

z z i
-462-

21

zi = c1 xi1 + c2 xi 2 +

+ c p xip i = 1,2,

,n

22

z=

n
1 n p
1 p
c
x
=
c
j ij n
j xij = 0
n i =1 j =1
j =1
i =1

w = (c1 , c2 ,

M 2* =

23

, c p )T

1 n
1 n 2 1
2
(
z

z
)
=
zi = ( Xw)T ( Xw)

i
n i =1
n i =1
n

24

z n M 2
*

M 2
zi ci ci (i = 1,2,

, p)

M 2*
X X 1 2
T

1 , 2 ,

, p M 2* = ( Xw)T ( Xw) / n w = 1 1 / n

z = X1
z1 = X1 k

zi = X i i = 1,2,

, k

25

k + 1 z k +1 = Xw
T

1 w

i = 0 i = 1,2,

, k wT w = 1
*

21 M 2
k + 1 z k +1 = X k +1 p

-463-

 zi = X i i = 1,2,

, p

19 x1 , x2 ,

, x p z1 , z 2 ,

, z p

z11

z 21
, zp ) =

z
n1

Z = ( z1 , z 2 ,

Q = (1 , 2 ,

z12
z 22
zn2

z1 p

z2 p

z np

26

, p ) p p Q Z = XQ = Q T

= Q

Y = 01 + ZQ T + = 01 + Z +

27

Z Z = Q X XQ = Q ( X X )Q = =
0

28

271928 X X i
T

i zi n i 0 n
27 0
zi
r +1 =

1 , 2 ,

= p 0 z r +1 , z r + 2 ,

, r 1 , 2 ,

, z p r
, r p r 0

= Q

Q,

-464-


Q = (Q1 , Q2 ) = 1
2

29

Q1 p r 1 r

= (1 0 )T

30

1
= Q11
0

= (Q1 , Q2 )

31

LS311
1989

1 r < p r 1 > r +1

A = diag(

1 1 +
,
1

r 1 +
, r +1 ,
r

, p )

32

( p ,1) = QAQ Q11

T

Hald

x1 = 3CaOAl2O3

x2 = 3CaOSiO2

x3 = 4CaOAl2O3Fe2O3 x4 = 2CaOSiO2
Y
T

137 X X / 12 8
7

Hald

x1

x2

x3

x4

26

60

78.5

29

15

52

74.3

11

56

20

104.3

11

31

47

87.6

52

33

95.9

11

55

22

109.2
-465-

71

17

102.7

31

22

44

72.5

54

18

22

93.1

10

21

47

26

115.9

11

40

23

34

83.8

12

11

66

12

113.3

13

10

68

12

109.4

Hald

x1

x2

x3

x4

x1

0.2286

-0.8241

-0.2454

x2

0.2286

-0.1392

-0.9730

x3

-0.8241

-0.1392

0.0295

x4

-0.2454

-0.9730

0.0295

2.23571.57610.18660.0016
0.999594
4

1T = (0.476,0.5639,0.3941,0.5479)
2T = (0.509,0.4139,0.605,0.4512)
3T = (0.6755,0.3144,0.6377,0.1954)
Hald

y = 62.4054 + 1.5511x1 + 0.5102 x2 + 0.102 x3 0.144 x4

31

y = 85.7433 + 1.3119 x1 + 0.2694 x2 0.1428 x3 0.3801x4

MATLAB
clc,clear
load sn.txt %x1,x2,x3,x4,ysn.txt
[m,n]=size(sn);num=3; %num
-466-

mu=mean(sn);sigma=std(sn);
snb=zscore(sn); %
b=snb(:,1:end-1); %x1,x2,x3,x4b
r=cov(b); %
[x,y,z]=pcacov(r);
f=repmat(sign(sum(x)),size(x,1),1);
x=x.*f;
%
r=[ones(m,1),b]\snb(:,end); %
bzh=mu./sigma;
ch10=mu(end)-bzh(1:end-1)*r(2:end)*sigma(end) %
fr=r(2:end);fr=fr';
ch1=fr./sigma(1:end-1)*sigma(end) %x1,x2
%
pval=b*x(:,1:num);
rp=[ones(m,1),pval]\snb(:,end); %
beta=x(:,1:num)*rp(2:num+1);
%
ch20=mu(end)-bzh(1:end-1)*beta*sigma(end) %
fr=beta';
ch2=fr./sigma(1:end-1)*sigma(end) %x1,x2
check1=sqrt(sum((sn(:,1:end-1)*ch1'+ch10-sn(:,end)).^2)/(m-n))
check2=sqrt(sum((sn(:,1:end-1)*ch2'+ch20-sn(:,end)).^2)/(m-num-1))
3.3
1728
T

X X
r +1 , r + 2 ,

, p

15

85

z1 , z 2 ,

, z r

xi

-467-

i = r 2 ( z j , xi )

33

j =1

X = ( x1 , x2 , x3 )

1 2 0

X X = 2 5 0
0
0 0

1 = 5.8284 2 = 0.1716
97.14%

3 = r 2 ( z1 , x3 ) = 0
0 x3 x1 , x2
x3

5
/19751197612
100

x1 , x2 ,

, x5

x T = (0.0054, 0.0048, 0.0057, 0.0063, 0.0037)

1.000

0.577
R = 0.509

0.387
0.462

0.577
1.000
0.599
0.389
0.322

0.509
0.599
1.000
0.436
0.426

0.387
0.389
0.436
1.000
0.523

0.462

0.322
0.426

0.523
1.000

R R

1 = 2.857 2 = 0.809 3 = 0.540 4 = 0.452 5 = 0.343

1T = (0.464, 0.457, 0.470, 0.421, 0.421)

-468-

 2T = (0.240, 0.509, 0.260, 0.526, 0.582)

z1 = 0.464 ~
x1 + 0.457 ~
x2 + 0.470 ~
x3 + 0.421~
x4 + 0.421~
x5
z 2 = 0.240 ~
x1 + 0.509 ~
x2 + 0.260 ~
x3 0.526 ~
x4 0.582 ~
x5

1 + 2
5

i =1

100% = 73%

z 2
z 2

2
4.1

1
m x1 , x2 ,

, xm n i

j xij xij ~
xij

x xj
~
i = 1,2,
xij = ij
sj

, n j = 1,2,

,m

-469-

 x j =

1 n
1 n
x

s
=
( xij x j ) 2 ( j = 1,2,

ij
j
n i =1
n 1 i =1

, m ) x j , s j j

x xi
~
i = 1,2,
xi = i
si

,m

2 R
R = (rij ) mm
n

rij =

~x
k =1

ki

~
xkj

n 1

i, j = 1,2,

,m

rii = 1 rij = r ji rij i j

3
R 1 2

u1 , u 2 ,

, um u j = (u1 j , u 2 j ,

m 0

, u nj )T m

x1 + u 21~
x2 + + u n1~
xn
y1 = u11 ~
y = u ~
~
xn
+ un 2 ~
2
12 x1 + u 22 x2 +

ym = u1m ~
x1 + u 2 m ~
x2 + + u nm ~
xn
y1 1 y2 2 ym m
4 p p m
j ( j = 1,2,

bj =

j = 1,2,

k =1

y j

-470-

, m)

,m

p =

k =1
m

k =1

, y p p 1 p = 0.85, 0.90, 0.95

y1 , y2 ,

p y1 , y2 ,

, y p p m

p

p

Z = bj y j
j =1

b j j
4.2

MATLAB
7
7

7.5022

75.0216

75.0216

1.577

15.7699

90.7915

0.5362

5.3621

96.1536

0.2064

2.0638

98.2174

0.145

1.4500

99.6674

0.0222

0.2219

99.8893

90%
98%
-471-

8
8

~
x1

~
x2

~
x3

~
x4

~
x5

~
x6

~
x7

~
x8

~
x9

~
x10

0.3497

0.3590

0.3623

0.3623

0.3605

0.3602

0.2241

0.1201

0.3192

0.2452

2
-0.1972

0.0343

0.0291

0.0138

-0.0507

-0.0646

0.5826

0.7021

-0.1941

-0.2865

-0.1639

-0.1084

-0.0900

-0.1128

-0.1534

-0.1645

-0.0397

0.3577

0.1204

0.8637

-0.1022

-0.2266

-0.1692

-0.1607

-0.0442

-0.0032

0.0812

0.0702

0.8999

0.2457

y1 = 0.3497 ~
x1 + 0.359 ~
x2 +

+ 0.2452 ~
x10

y2 = 0.1972 ~
x1 + 0.0343~
x2 +

0.286 ~
x10

y3 = 0.1639 ~
x1 0.1084 ~
x2 +

+ 0.8637 ~
x10

y4 = 0.1022 ~
x1 0.2266 ~
x2 +

0.2457 ~
x10

Z = 0.7502 y1 + 0.1577 y2 + 0.0536 y3 + 0.0206 y4

9
9

10

8.6043

4.4738

2.7881

0.8119

0.7621

0.5884

0.2971

0.2455

0.0581

0.0058

-472-

11

12

13

14

15

16

17

18

19

20

-0.268

-0.3645

-0.4879

-0.5065

-0.7016

-0.7428

-0.7697

-0.7965

-0.8895

-0.8917

21

22

23

24

25

26

27

28

28

30

-0.9557

-0.9610

-1.0147

-1.1246

-1.1470

-1.2059

-1.2250

-1.2513

-1.6514

-1.68

clc,clear
load gj.txt

%gj.txt

gj=zscore(gj); %
r=corrcoef(gj); %
[x,y,z]=pcacov(r);
f=repmat(sign(sum(x)),size(x,1),1);
x=x.*f;
df=gj*x(:,1:4)
tf=df*z(1:4)/100;
[stf,ind]=sort(tf,'descend')

4.3

factor analysisSpearman1904

1
2

-473-


i X i F1 , F2 ,

, F5

X i = i + ai1 F1 + ai 2 F2 +
ai1 , ai 2 ,

+ ai 5 F5 + U i
i = 1,2,

,N

34

, ai 5 loadings i

i U i i
U i ~ N (0, i )
2

F1 , F2 ,

, F5

aij i Fi
2

8 HoljingerSwineford14524
244

5.1
p xi (i = 1,2,

, p) xi

zi

zi = ai1 F1 + ai 2 F2 +
F j ( j = 1,2,

+ aim Fm + ciU i i = 1,2,

35

, m)

U i (i = 1,2,
-474-

, p

, p ) zi aij , ci

 i = 1,2,

, p j = 1,2,

, m A = (aij )

35

z = AF + CU
z = ( z1 , z 2 ,

36

, z p )T F = ( F1 , F2 ,

, Fm )T U = (U1 , U 2 ,

A = (aij ) pm C = diag(c1 , c2 ,

, U p )T

, cp )

Cov(U ) = diag( 12 , 22 ,

Cov( F,U ) = 0

, p2 )

37
201
I m F ~ N (0, I m ) F Cov( F )

m i i hi2

hi2 = ai21 + ai22 +

2
+ aim

38

37 i i = 1,2,
2

, p

Varzi = hi2 + i2 i = 1,2,

,p

39

35
R
1 2

p R 1 , 2 ,

, p

m < p R A

A = ( 11 , 2 2 ,

, m m )

40

R AA
T

-475-

i2 = 1 aij2

41

j =1

95 R m = 1 m = 2
10 m = 2 R AA Cov(U )
T

0.1274
0
0.1274
0

0.1643 0.1234

0.0689 0.0553
0.0173
0.0118

0.1643 0.0689 0.0173

0.1223 0.0553
0.0118
0.0193 0.0171
0

0.0193
0.2317
0

0.0171 0.2317
0
10

F1

F1

F2

0.7836

0.3860

0.7836

-0.2162

0.3393

0.7726

0.4031

0.7726

-0.4581

0.1932

0.7947

0.3685

0.7947

-0.2343

0.3136

0.7123

0.4926

0.7123

0.4729

0.2690

0.7119

0.4931

0.7119

0.5235

0.2191

0.571342

0.571342

0.733175

m = 2
T

AA R
F1

F2

5
MATLAB
clc,clear
r=[1.000 0.577 0.509 0.387 0.462
0.577 1.000 0.599 0.389 0.322
-476-

0.509 0.599 1.000 0.436 0.426

0.387 0.389 0.436 1.000 0.523
0.462 0.322 0.426 0.523 1.000];
[vec,val,con]=pcacov(r);
f1=repmat(sign(sum(vec)),size(vec,1),1);
vec=vec.*f1;
%
f2=repmat(sqrt(val)',size(vec,1),1);
a=vec.*f2
a1=a(:,1);
%
tm=r-a1*a1';
tcha1=diag(tm)
%
a2=a(:,[1,2]); %
tm=r-a2*a2';
tcha2=diag(tm) %
ccha2=r-a2*a2'-diag(tcha2) %
gong=cumsum(con)
%
5.2

A AA
Q m B = AQ BB = AA
T

B
0

0
5.2.1

A = (aij ) i = 1,2,

, p j = 1,2

42

cos
Q =
sin

sin

cos

43

43

-477-

B = AQ = (bij ) i = 1,2,

, p j = 1,2

44

B 36

z = B(Q T F ) + CU

45
T

F Q F
2

, b p21 ) (b122 , b222 ,

(b11 , b21 ,

, b p2 2 )T

2
2
1 p bij 1 p bij
j = 1,2
Vj = 2

p i =1 hi p i =1 hi2

46

bij bij hi
V = V1 + V2

dV
= 0
d

tan 4 =

D0 2 A0 B0 / p
C0 ( A02 B02 ) / p

47

p
A0 = ui ,

i =1

2
2
C0 = (ui vi ),
i =1

2
2

a
a
i
i
1
2
ui = ,
h h

i i

B0 = vi
i =1

D0 = 2 ui vi

48

i =1

vi =

2ai1ai 2
hi2

m = 2

5.2.2 m > 2
m
-478-

m(m 1) / 2 m(m 1) / 2 m(m 1) / 2

A V
k V
10

(k )

( k 1)

1 / 3 2 / 3
1

R = 1/ 3
1
0
2/3
0
1

R
1 R
det( R I ) = 0 1 = 1.7454

2 = 1 3 = 0.2546 91.51%

1T = (0.7071, 0.3162, 0.6325)

2T = (0, 0.8944, 0.4472)
2 A
40

0
0.9342

A = 0.4178 0.8944
0.8355 0.4472

3 A
A A1 = AQ

0.8706 0.3386
0.9320 0.3625

Q=
A1 = 0.0651 0.9850
0.3625 0.9320
0.9408 0.1139

MATLAB
clc,clear
r=[1 -1/3 2/3;-1/3 1 0;2/3 0 1];
[vec,val,con]=pcacov(r);num=2;
f1=repmat(sign(sum(vec)),size(vec,1),1);
-479-

vec=vec.*f1;
%
f2=repmat(sqrt(val)',size(vec,1),1);
a=vec.*f2
%
[b,t]=rotatefactors(a(:,1:num),'method', 'varimax')
11
512345
7

0.02
R = 0.96

0.42
0.01

0.01

0.85
0.11

0.79
1

0.02 0.96 0.42

1
0.13 0.71
0.13
1
0.5
0.71 0.5
1
0.85 0.11 0.79

R 1325425

R 2.85311.80631
0.9319 m = 2
11
11

F1

F2

0.5599

0.7773

()

Q F1

Q F2

0.8161

0.027

0.9854

0.9795

0.0205

-0.5242

0.8734

0.0034

0.8789

0.1211

0.6453

0.7479

0.1329

0.9705

0.9759

0.0241

0.9391

-0.1049

0.8178

0.4035

0.8929

0.1071

0.7982

-0.5432

0.9734

-0.0179

0.9322

0.0678

2.8531

1.8063

57.0618

93.1885

AA + Cov(U ) R
T

245 Q F1 Q F2
T

13 Q F2 Q F1
-480-

Q F1 Q F2
MATLAB
clc,clear
load li11.txt %li11.txt
r=li11;num=2; %num
[vec,val,con]=pcacov(r);
f1=repmat(sign(sum(vec)),size(vec,1),1);
vec=vec.*f1;
%
f2=repmat(sqrt(val)',size(vec,1),1);
a=vec.*f2
a1=a(:,[1:num])
%
tm=r-a1*a1';
tcha=diag(tm)
%
ccha=r-a1*a1'-diag(tcha) %
gong=cumsum(con(1:num))
%
[b1,b2]=factoran(r,2,'xtype','cov','rotate','varimax') %

Fi

(factor analysis)

6.1

-481-

6.1.1

1.
X i (i = 1,2,

, p)

X i = i + ai1 F1 +

+ aim Fm + i
m p

49

X 1 1 a11
X a
2 = 2 + 21


X p p a p1

a1m F1 1
a2 m F2 2
+


a pm Fm p

a12
a22
a p2

X = AF +

X1
1
a11
X

a
2
2
21

X=
, =
A=

X p
p
a p1
F1 , F2 ,

a12
a22
a p2

a1m
1

a2 m
2
=

a pm
p

, Fp i

E ( F ) = 0 E ( ) = 0 Cov( F ) = I m
D( ) = Cov( ) = diag( 12 , 22 ,

, m2 ) cov( F , ) = 0

2
1 X
X = AF + Cov( X ) = ACov( F ) A + Cov( )
T

Cov( X ) = AAT + diag( 12 , 22 ,

12 , 22 ,

, m2 )

, m2

T p p A = AT F = T F
-482-

~~
X = + AF +
3
1 aij
aij i j i j

2
X i i hi =
2

a
j =1

2
ij

49

Var ( X i ) = ai21Var ( F1 ) +

2
+ aim
Var( Fm ) + Var( i )

1 = aij2 + i2
j =1

X i 1

a
j =1

2
ij

i2
3 F j

S j = aij2
i =1

F j ( j = 1,2,

, m) X i F j

6.1.2
1.

R = AAT + D
R * = AAT = R D
-483-

R R hi 1

h12

r
*

R = R D = 21

rp1

r1 p

r2 p

h p2

r12
h 2
2

rp 2

R p

A = [ 1* u1*

*2 u 2*

R 1 2
*

*p u *p ]
*p u1* , u 2* ,

, u *p

1 hi = 1
2

2 hi = Ri Ri xi x j xi
2

p 1 x j xi
p 1 x j
3 hi = max rij ( j i ) xi x j
2

4 hi =
2

1 p
rij
p 1 j =1
j i

5 hi = 1 / r r R
2

ii

ii

3
12

x1 x2 x3

1/ 5 1/ 5
1
1/ 5
1
2 / 5

1 / 5 2 / 5
1
-484-

1 = 1.5464 2 = 0.8536 3 = 0.6

0.4597
0.8881
0
u1 = 0.628 u 2 = 0.3251 u3 = 0.7071
0.628
0.3251
0.7071

A=

[ u

1 1

2 u2

0.8205
0
0.5717

3 u3 = 0.7809 0.3003 0.5477

0.7809 0.3003 0.5477

x1 = 0.5717 F1 + 0.8205 F2

x2 = 0.7809 F1 0.3003F2 + 0.5477 F3

x3 = 0.7809 F1 + 0.3003F2 + 0.5477 F3
F1 F2 F1 X
1.5464 F2 X 0.853610.70.7
MATLAB
clc,clear
r=[1 1/5 -1/5;1/5 1 -2/5;-1/5 -2/5 1];
[vec,val,con]=pcacov(r);num=2;
f1=repmat(sign(sum(vec)),size(vec,1),1);
vec=vec.*f1;
%
f2=repmat(sqrt(val)',size(vec,1),1);
a=vec.*f2
%
s1=sum(a.^2,1)
tt=a.^2;tt=tt(:,1:num);
s2=sum(tt,2)
13

x1 x2 x3

1/ 5 1/ 5
1
1/ 5
1
2 / 5

1 / 5 2 / 5
1
-485-

hi = max rij ( j i ) hi h1 =
2

1
2
2
2
2
h2 = h3 =

5
5
5

1/ 5 1/ 5
1/ 5
R * = 1 / 5
2 / 5 2 / 5
1 / 5 2 / 5 2 / 5
1 = 0.9123 2 = 0.0877 3 = 0

0.369
0.9294

u1 = 0.6572 u 2 = 0.261
0.6572
0.261

0.2752
0.3525

A = 0.6277 0.0773
0.6277 0.0773
6.1.3

01

10
2

6.2
1

-486-

X 1 a11
X a
2 = 21


X p a p1

a12
a22
a p2

a1m F1
a2 m F2



a pm Fm

F j = j1 X 1 +

+ jp X p j = 1,2,

,m

p > m

1(
xi i

a11
a
21

a p1

a12
a22
a p2

a1m
a2 m

a pm

xi1 1 = a11 f1 + a12 f 2 + + a1m f m + 1

x = a f + a f + + a f +
i2
2
21 1
22 2
2m m
2

xip p = a p1 f1 + a p 2 f 2 + + a pm f m + p

[( x
j =1

f1 ,

ij

i ) (ai1 f1 + ai 2 f2 +

aim fm )]2 / i2

, fm

x = AF +

-487-

( x AF )T D 1 ( x AF )

50

12

D=

p2
50 F
F
AT D 1 F = AT D 1 A( x )

F = ( AT D 1 A) 1 AT D 1 ( x )
2

X 1 a11
X a
2 = 21


X p a p1

a12
a22
a p2

a1m F1
a2 m F2



a pm Fm

F j = b j1 X 1 +

+ b jp X p j = 1,2,

,m

b11 b12
b
21 b22

bm1 bm 2

b1 p b1
b2 p b2
=


bmp bm

aij = X i Fj = E ( X i F j ) = E[ X i (b j1 X 1 +

= b j1 i1 +

+ b jp ip = [ i1 i 2

-488-

+ b jp X p )]
b j1
b
j2
ip ]


b jp

 11 12

21 22

p1 b p 2

1 p b j1
2 p b j 2

11 12

21 22

p1 b p 2

1p
2 p

a1 j
a
2j
=


b pp b jp a pj

b j1 a1 j
b a
2j
j2



b pp b jp a pj
j j

[b1T

b2T

bmT ] = R 1 A

6.3
1

1(
1)1
60
4

,
5

6.4
12
12

-489-

x1

x2

43.31

7.39

8.73

54.89

15.35

17.11

12.13

17.29

44.25

29.69

21.11

6.03

89.37

13.82

29.55

8.62

10.13

73

14.88

11

8.41

11.83

25.22

25.49

17.63

13.86

15.41

36.44

10.03

2.73

4.22

17.16

9.96

74.12

29.11

5.44

6.09

56.26

9.85

20.29

9.48

12.97

82.23

26.73

3.99

4.64

9.35

13.04

50.19

22.65

11.13

14.3

50.51

21.59

4.43

7.3

14.36

29.04

44.74

5.4

8.9

12.53

65.5

23.27

7.06

2.79

5.24

19.79

40.68

19.82

10.53

18.55

42.04

37.19

7.26

2.99

6.99

22.72

56.58

1.
p x1 , x2 ,

, x p n i

j xij xij ~
xij

x xj
~
i = 1,2,
xij = ij
sj
x j =

, n j = 1,2,

1 n
1 n
xij s j =
( xij x j ) 2 ( j = 1,2,

n i =1
n 1 i =1

x xi
~
xi = i
i = 1,2,
si

2 R
R = (rij ) p p
-490-

,p

,p

, p ) x j , s j j

rij =

~x

ki

k =1

~
xkj

n 1

i, j = 1,2,

, p

rii = 1 rij = r ji rij i j

3
R 1 2

u1 , u 2 ,

, u p u j = (u1 j , u 2 j ,

A = [ 1 u1

2 u2

p 0

, u nj )T

p u p ]

4 m m p
m
B = AT A A m T

~
x1 = b11 F1 + + b1m Fm

~
x p = b p1 F1 + + b pm Fm
MATLAB1314
13

1.7794

44.49

44.49

1.6673

41.68

86.17

14

0.893

0.0082

0.372

0.8854

-0.2302

0.9386

0.8892

0.0494

5.

F j = b j1 ~
x1 +

+ b jp ~
x p j = 1,2,

,m
-491-

b11 b12
b
21 b22

bm1 bm 2

b1 p b1
b2 p b2
=


bmp bm

[b1T

bmT ] = R 1 A

b2T

F1 = 0.531~
x1 + 0.1615~
x2 0.1831~
x3 + 0.5015~
x4
F2 = 0.045~
x1 + 0.5151~
x2 + 0.581~
x3 0.0199 ~
x4

F=

44.49 F1 + 41.68F2
86.17

1615
15

0.0315

0.0025

0.9789

0.4558

-0.0563

1.2791

1.5159

1.2477

1.4691

1.4477

0.3959

0.8548

1.3577

-0.1564

-0.5814

-0.9729

0.7269

07016

06969

06488

06277

05847

05014

0.1735

10

11

12

13

14

15

16

-0.0351

0.9313

-0.6094

-0.9859

-1.7266

-1.2509

-0.8872

-0.891

0.3166

-1.1949

0.1544

0.3468

0.2639

-0.7424

-1.1091

-1.2403

0.135

-0.0972

-0.2399

-0.3412

-0.7637

-1.0049

-1.1091

-1.2403

F1
F2

F1
F2

0.05 F x
-0.6987

F = 0.829 0.0268 x
0.05
MATLAB

clc,clear
-492-

load data.txt
%data.txt
data=reshape(data,[16,5]);
m=size(data,1);
x=data(:,5);data=data(:,1:4),num=2;
data=zscore(data); %
r=cov(data);
[vec,val,con]=pcacov(r); %
val,con
f1=repmat(sign(sum(vec)),size(vec,1),1);
vec=vec.*f1;
%
f2=repmat(sqrt(val)',size(vec,1),1);
a=vec.*f2
%
%factoran

%42factoran
[b,t]=rotatefactors(a(:,1:num),'method', 'varimax') %
bz=[b,a(:,num+1:end)]
%
gx=sum(bz.^2)
%
gxv=gx/sum(gx)
%
dfxsh=inv(r)*b
%
df=data*dfxsh
%
zdf=df*gxv(1:num)'/sum(gxv(1:num))
%

[szdf,ind]=sort(zdf,'descend')
%
xianshi=[df(ind,:)';zdf(ind)';ind'] %
[x_zdf_coef,p]=corrcoef([zdf,x])
%
[d1,d1int,d2,d2int,stats]=regress(zdf,[ones(m,1),x]) %
6.4
1

2
16
16

-493-

Fi = a1i x1 + a2i x2 +
= aiT x, i = 1, 2,

x j = b j1 F1 + b j 2 F2 +

a pi x p
,m

A = (aij ) pm = (a1 , a2 ,

j = 1, 2,
, am ) Ra1 = i ai

+ b jm Fm + j

,p

B =
= (bij ) pm = BC

R i , ai

( 1 a1 ,

i , ai C

p 0

AT A = I A

, m am )

BT B I B

A i Fi

j Fj

z j

1 , 2 ,

m aij

cov( Fi , Fj )

rX

0, i j
= i ij ij =
1, i = j

i Fj

= bij

cov( Fi , F j )

0, i j
= ij ij =
1, i = j

i Fi

vi = bki2 ( i ) Fi x

F j x

Fi

( F1 , F2 ,

k =1

, Fm )T = AT x
p

Fi x

a
k =1

2
ki

= 1

( F1 , F2 ,
m

b
i =1

2
ji

+ 2j = h 2j + 2j = 1 h 2j

2j
m

= (i / p)Fi
i =1

-494-

, Fm )T = R 1 Bx

= (vi / p)Fi
i =1

p = i
i =1

p = vi
i =1

distinguish analysis

1921 Pearson
1936 Fisher

q X 1 , X 2 ,
F1 ( x), F2 ( x ),

, X q

Fq ( x) Fi ( x) p X

Bayes
Fisher
7.1

1Mahalanobis
Euclid
Euclid 6
p = 1 X N (0,1) Y ~ N (4, 2 ) 6
2

A X 1 = 0 Y 2 = 4
A x 1.66 A 1 = 0 1.66 1
A 2 = 4 1.77 2 A 2

-495-

x, y A A

x y Mahalanobis

d ( x, y ) = ( x y )T 1 ( x y )
x A Mahalanobis

d ( x, A) = ( x )T 1 ( x )
2

A B 1 2 1 2
x x

1 2 1 = 2 =
x x A B Mahalanobis d ( x, A)

d ( x, B) d ( x, A) d ( x, B) x A x B

A, d ( x, A) d ( x, B)
x
B, d ( x, A) > d ( x, B)
2

d ( x, A) d ( x, B )

d 2 ( x, B) d 2 ( x, A) = ( x 2 )T 1 ( x 2 ) ( x 1 )T 1 ( x 1 )
-496-

= 2( x )T 1 ( 1 2 )
=

1 + 2
2

w( x) = ( x )T 1 ( 1 2 )

51

w( x)

A, w( x) 0
x
B, w( x) < 0

(1)

(1)

x1 , x2 ,

x1(2) , x2(2) ,

, xn(1)1 A n1

B n2
, xn(2)
2

i = x (i ) =
=

1
ni

ni

x
j =1

(i )
j

j = 1, 2

2 ni
1
1
( x (ji ) x (i ) )( x (ji ) x (i ) )T =
( S1 + S 2 )

n1 + n2 2 i =1 j =1
n1 + n2 2

52

53

ni

Si = ( x (ji ) x (i ) )( x (ji ) x (i ) )T i = 1, 2
j =1

w ( x) = ( x x )T 1 ( x (1) x (2) )

x (1) + x (2)
x=
2

A, w ( x) 0
x
B, w ( x) < 0

-497-

1 2 1 2
x

w( x) = ( x 2 )T 21 ( x 2 ) ( x 1 )T 11 ( x 1 )

w ( x) = ( x x (2) )T 21 ( x x (2) ) ( x x (1) )T 11 ( x x (1) )

i =

1 ni (i )
1
( x j x ( i ) )( x (ji ) x (i ) )T =
Si i = 1, 2

ni 1 j =1
ni 1

7.2 Fisher
Fisher

p X 1 , X 2 Fisher
x y X 1 , X 2 y

p x y = a x a p X 1 , X 2
T

1 , 2 p > 0
y = a x
T

y = E ( y | x X 1 ) = aT 1
1

y = E ( y | x X 2 ) = aT 2
2

y2 = Var( y ) = aT a

( y1 y2 ) 2

y2
-498-

[aT ( 1 2 )]2 (aT ) 2

= T
a T a
a a

54

 = 1 2 Fisher a 54

x p y = aT x a = c 1 c 0
54

c = 1

y = aT x = ( 1 2 )T 1 x
Fisher

K=
2

1
1
1
( y1 + y2 ) = (aT 1 + aT 2 ) = ( 1 2 )T 1 ( 1 + 2 )
2
2
2

a = ( 1 2 )
T

y K > 0 y K < 0
1

2 Fisher

x X 1 ,

x X 2 ,

x( 1

2 )T 1 x K

x( 1

2 )T 1 x < K

1
W ( x) = ( 1 2 )T 1 x K = ( x ( 1 + 2 ))T 1 ( 1 2 )
2

55

x X1,

x X 2 ,

xW ( x )

xW ( x )

<0

1 , 2 Fisher

7.3 Bayes
Bayes Bayes

1
X 1 X 2 X 1 X 2

-499-

 X 2 X 1
cost

X 1 X 2 X 2 X 1

X 1 X 2
f1 ( x ) f 2 ( x ) x p x
R1 X 1 x

R2 = R1 X 2 x R1 R2
X 1 X 2

P (2 | 1) = P( x R2 | X 1 ) =

f ( x)dx
1

R2

X 2 X 1

P (1 | 2) = P( x R1 | X 2 ) =

R1

( x)dx

X 1 X 1 X 2 X 2

P(1 | 1) = P( x R1 | X 1 ) =

f ( x)dx
1

R1

P(2 | 2) = P( x R2 | X 2 ) =

R2

( x)dx

p1 , p2 X 1 X 2 p1 + p2 = 1

P (X 1 ) = P(X 1 , X 1 ) = P ( x R1 | X 1 ) P( X 1 ) = P(1 | 1) p1
P (X 1 ) = P (X 2 , X 1 ) = P ( x R1 | X 2 ) P( X 2 ) = P (1 | 2) p2

P (X 2 ) = P (2 | 2) p2
-500-

P (X 2 ) = P (2 | 1) p1
L (1 | 2) X 2 X 1 L( 2 | 1) X 1 X 2
L(1 | 1) = L(2 | 2) = 0
expected cost of
misclassification ECM
ECM ( R1 , R2 ) = L(2 | 1) P ( 2 | 1) p1 + L(1 | 2) P (1 | 2) p2

56

ECM
2 Bayes
R1 R2 = R1
56
3

56 R1 R2

f ( x) L(1 | 2) p2
R1 = x : 1

f 2 ( x) L(2 | 1) p1
f ( x) L(1 | 2) p2
R2 = x : 1
<

f 2 ( x) L(2 | 1) p1

f1 ( x) L(1 | 2) p2
<

x R1 R2
f 2 ( x) L(2 | 1) p1

R1
Bayes

x X 1 , x

x X , x
2

f1 ( x) L(1 | 2) p2

f 2 ( x) L(2 | 1) p1
f1 ( x) L(1 | 2) p2
<

f 2 ( x) L(2 | 1) p1

57

1 x0 = ( x01 , x02 ,

, x0 p )T f1 ( x0 ) / f 2 ( x0 )

2 L(1 | 2) / L(2 | 1)
-501-

3 p2 / p1

57

1 p2 / p1 = 1

x X 1 , x

x X , x
2

f1 ( x) L(1 | 2)

f 2 ( x) L(2 | 1)
f1 ( x) L(1 | 2)
<
f 2 ( x) L(2 | 1)

58

2 L(1 | 2) / L(2 | 1) = 1

x X 1 , x

x X , x
2

f1 ( x ) p 2

f 2 ( x) p1
f1 ( x ) p 2
<
f 2 ( x) p1

59

3 p1 / p2 = L(1 | 2) / L( 2 | 1) = 1

f1 ( x)

x X 1 , x f ( x) 1

f
x X , x 1 ( x) < 1
2

f 2 ( x)

60

58
59
60

f1 ( x ) f 2 ( x) x X 1 x X 2
Bayes X i ~ N p ( i , i ) i = 1,2

1 1 = 2 = > 0 X i

1
f i ( x) = (2 ) p / 2 | |1/ 2 exp{ ( x i )T 1 ( x i )}
2
-502-

61

X i ~ N p ( i , i ) i = 1,2 > 0

R1 = {x : W ( x) }

R2 = {x : W ( x) < }

62

1
W ( x) = [ x ( 1 + 2 )]T 1 ( 1 2 )
2

63

= ln

L(1 | 2) p2
L(2 | 1) p1

64

63 W ( x) Fisher 55

51

1 , 2 5253 1 , 2
1 , 2

1
W ( x) = [ x ( 1 + 2 )]T 1 ( 1 2 )
2

65

Anderson

x X1,

x X 2 ,

xW ( x )

xW ( x )

<

66

64

1 , 2 ,
1 , 2 ,

2 1 2 1 > 0 2 > 0
f1 ( x ) / f 2 ( x )

ln( f1 ( x) / f 2 ( x)) i

1/ 2

-503-

 i = 1,2 f i (x)
1 2 3

R1 = {x : W ( x) K }

R2 = {x : W ( x) < K }

67

1 T 1
x (1 21 ) x + ( 1T 11 2T 21 ) x
2

68

L(1 | 2) p2 1 1 1 T 1
+ ln
+ ( 1 1 1 2T 21 2 )
K = ln
L(2 | 1) p1 2 2 2

69

W ( x) =

W (x) x 1 = 2

i , i (i = 1,2)
14 17 x1 x2

6 8
6 / 14 8 / 14 Anderson
17

x1

24.8

24.1

26.6

23.5

25.5

27.4

x2

-2.0

-2.4

-3.0

-1.9

-2.1

-3.1

3.0156

2.8796

10.0929

-0.0322

4.8098

x1

22.1

21.6

22.8

22.7

21.5

22.1

21.4

x2

-0.7

-1.4

-0.8

-1.6

-1.5

-1.0

-1.2

-1.3

-6.9371

-5.6602

-6.8144

-2.4897

-3.0303

-7.1958

-5.2789

-6.4097

W ( x1 , x 2 )

12.0960

W ( x1 , x 2 )

22.0

17

1 = (25.3167, 2.4167)T 2 = (22.0250, 1.1875)T

-504-

 0.4425
11.0683 3.2883
1.9150
S 2 =

S1 =
3.2883 1.3483
0.4425 0.7488
1.0819 0.3109
p
= ln 2 = 0.288
=
p1
0.3109 0.1748
Anderson

W ( x) = W ( x1 , x2 ) = 2.0893x1 3.3165 x2 55.4331

0.288 17 W (x) 17 W ( x1 , x2 )
4 93
MATLAB
clc,clear
a=[24.8
24.1
26.6
23.5
25.5
27.4
-2.0
-2.4
-3.0
-1.9
-2.1
-3.1]';
b=[22.1
21.6
22.0
22.8
22.7
21.5
22.1
21.4
-0.7
-1.4
-0.8
-1.6
-1.5
-1.0
-1.2
-1.3]';
n1=6;n2=8;
mu1=mean(a);mu2=mean(b);
mu1=mu1',mu2=mu2'
s1=(n1-1)*cov(a),s2=(n2-1)*cov(b)
sigma2=(s1+s2)/(n1+n2-2)
beta=log(8/6)
syms x1 x2
x=[x1;x2];
wx=(x-0.5*(mu1+mu2)).'*inv(sigma2)*(mu1-mu2);
digits(6),wx=vpa(wx)
ahat=subs(wx,{x1,x2},{a(:,1),a(:,2)})
bhat=subs(wx,{x1,x2},{b(:,1),b(:,2)})
1 2 MATLAB
clc,clear
p1=6/14;p2=8/14;
a=[24.8
24.1
-2.0
-2.4
b=[22.1
21.6
-0.7
-1.4

26.6
-3.0
22.0
-0.8

23.5
-1.9
22.8
-1.6

25.5
-2.1
22.7
-1.5

27.4
-3.1]';
21.5
-1.0

22.1
-1.2

21.4
-1.3]';
-505-

n1=6;n2=8;
mu1=mean(a);mu2=mean(b);
mu1=mu1',mu2=mu2'
cov1=cov(a),cov2=cov(b)
k=log(p2/p1)+0.5*log(det(cov1)/det(cov2))+0.5*(mu1'*inv(cov1)*mu1-mu2'*inv(
cov2)*mu2)
syms x1 x2
x=[x1;x2];
wx=-0.5*x.'*(inv(cov1)-inv(cov2))*x+(mu1'*inv(cov1)-mu2'*inv(cov2))*x;
digits(6),wx=vpa(wx);
wx=simple(wx)
ahat=subs(wx,{x1,x2},{a(:,1),a(:,2)})
bhat=subs(wx,{x1,x2},{b(:,1),b(:,2)})
ahat>=k,bhat<k
100
7.4
15 12 7
1 5 2 12
18
18

10

11

12

13

645
MATLAB
train=[9
7
8
8 9
8
7
4
3 6
2
1
8
6
7
5
9
9 5
4
6
3
4 2
7
6
8
5
3
7 6
4
6
3
5 2]';
sample=[6 4 5];
group=[ones(7,1);2*ones(5,1)];
[x1,y1]=classify(sample,train,group,'mahalanobis')
[x2,y2]=classify(sample,train,group,'linear')

-506-

Canonical correlation analysis

8.1

( x1 , x2 ,

, x p ) ( y1 , y2 ,

, yq )

pq

u1 = a11 x1 + a21 x2 +

v1 = b11 y1 + b21 y2 +

+ a p1 x p
+ bq1 y q

u2 = a12 x1 + a22 x2 +

v2 = b12 y1 + b22 y2 +

+ ap2 xp
+ bq 2 yq

u 2 u1 v2 v1 u 2 v2 r
r r min( p, q)
8.2
1936
Hotelling

X = ( x1 , x2 ,

, x p ) Y = ( y1 , y2 ,

, y p )

i =1

i =1

u = a T X = ai xi , v = bT Y = bi yi

70

u v u, v a, b ruv a, b

-507-

ruv = ruv (a, b) a T XX a = 1 bT YY b = 1 ruv a, b

ruv = Tmax ruv (a, b)

71

a XX a =1
bT YY b =1

X Var ( X ) Cov( X , Y ) XX
=
Cov =
Y
Cov
(
Y
,
X
)
Var
(
Y
)

YX

XY

YY

72

Cov(aT X , bT Y )

ruv =

D(a X ) D(b Y )

a T XY b
a XX a b YY b
T

= a T XY b

73

a XX a = 1 b YY b = 1 a XY b
T

lagrange

S (a, b) = a T XY b

(a T XX a 1)

(bT YY b 1)

74

, Lagrange

S
a = XY b XX a = 0

S = a b = 0
YX
YY
b
T

75

a b

a T XY b = aT XX a =
T
b YX a = bT YY b =

76

XY = YX
T

= = a T XY b
75

-508-

77

 XY b XX a = 0

YX a YY b = 0

78

YY 78 b = YY YX a
1

b=

1
YY
YX a

78
1
( XY YY
YX 2 XX )a = 0

79

(YX XX1 XY 2 YY )b = 0

80

1
1
M 1 = XX1 XY YY
YX M 2 = YY
YX XX1 XY

81

M 1a = 2 a M 2b = 2b

82

M 1 M 2 a, b M 1 M 2 M 1
2

M 2 01 min( p, q) q
M 1a = a 1 2
2

1 , 2 ,

2q p q 0

, q M 1a = 2 a a1 , a2 ,

M 2b = b b1 , b2 ,
2

, ap

, bq q

ui = aiT X vi = biT Y i = 1,2,

,q

83

M 1 M 2

i j

Cov(ui , u j ) = Cov(aiT X , a Tj X ) = aiT XX a j = 0

84

Cov(vi , v j ) = Cov(biT Y , bTj Y ) = biT YY b j = 0

85
-509-

Cov(ui , u j ) = E (ui u j ) = ij

86

Cov(vi , v j ) = E (vi v j ) = ij

87

1, i = j
0, i j

ij =

88

X Y ui vi i ui v j
i j 0

i , i = j
Cov (ui , v j ) = E (ui v j ) =
0, i j

89

X (1) ,

, X ( n ) Y(1) ,

, Y( n ) n

X =

1 n
XX =
( X ( i ) X )( X ( i ) X ) T

n 1 i =1

90

1 n
YY =
(Y(i ) Y )(Y(i ) Y )T
n 1 i=1

91

1 n
XY = TYX =
( X ( i ) X )(Y( j ) Y )T

n 1 i =1

92

1 n
1 n
X
,
Y
=
Y( i ) 8182 i a , b

(i )
n i =1
n i =1

i ui = ai X vi = bi Y i = 1,
T

, q

-510-

 y X = ( x1 , x2 ,

, x p )T

u = c T X = ci xi

93

i =1

y u u c ryu c ryu = ryu (c)

c XX c = 1 ryu c
T

ryu = Tmax ryu (c)

94

c XX c =1

8.3
1

R
R = 11
R21

R12
R22

A = [a1

a2

ar ] pr

a11
a
12
=

a p1

a1r
a2 r

a pr

a12
a22
a p2

B = [b1 b2

br ] pr

b11 b12
b
b22
12
=

bq1 bq 2

b1r
b2 r

bqr

k =1

k =1

cov( xi , u j ) = cov( xi , akj xk ) = akj cov( xi , xk )

xi u j

-511-

( xi , u j ) = akj cov( xi , xk ) / D( xi )
k =1

( xi , v j ) = bkj cov( xi , yk ) / D( xi )
k =1
p

( yi , u j ) = akj cov( yi , xk ) / D( yi )
k =1
q

( yi , v j ) = bkj cov( yi , yk ) / D( yi )
k =1

X ui
p

mui = 2 (ui , xk ) / p ,
k =1

X vi
p

mvi = 2 (vi , xk ) / p
k =1

Y ui
q

nui = 2 (ui , yk ) / q
k =1

Y vi
q

nvi = 2 (vi , yk ) / q
k =1

8.4

-512-

1
X Y n

x11
x
21

xn1

x1 p
x2 p

y11
y 21

xnp

y n1

y1q
y 2 p

ynq

x1 p x p

x11 x1
1
x

x21 x1
Z = 1x

xn1 x1

1
x

x2 p x p

1
y

y21 y1

1y

p
x

xnp x p

y11 y1

p
x

yn1 y1

1y

p
x

y1q yq
yq
y2 q yq
yq

y2 q yq

yq

1
1 S XX
ZTZ =
=
n 1
n 1 SYX

S XY
1
S
=

SYY n 1

2 H 0 : XY = 0 H 1 : XY 0

H 0 : 1 = 2 =

r = 0

H 1 : i (i = 1,2,

, r ) 1

1 =

S
S XX SYY

1
1
1 = I S XX
S XY SYY
SYX = (1 i )
i =1

1 H 1

-513-

Q1 = n ( p + q + 3) ln 1
2

pq Q1
2

2 ( pq)

H 0 : 2 = 3 =
H1 : 2 , 3 ,

r = 0
, r

H 0 H 0

H 0 : 3 = 4 =
H1 : 3 , 4 ,

r = 0

, r

H 0 : k +1 = k + 2 =
H1 : k +1 , k +2 ,

r = 0

, r

k +1 =

k +1
1
(
1

Q
=

[
n

(
p
+
q
+
3
)
+
i1 ] ln k +1

i
2
i =2
i = k +1
r

( p k )(q k )

Q 2 (( p k )(q k )) k + 1

8.5
8.5.1
784 5 7
19
19
-514-

x3 x4

x1 x2
X

x5
y1 y2 y3 y4
Y

y5 y6 y7
20
20
x1

x2

x3

x4

x5

x1

1.00

0.49

0.53

0.49

x2

0.49

1.00

0.57

x3

0.53

0.57

x4

0.49

x5

y1

y2

y3

y4

y5

y6

y7

0.51

0.33

0.32

0.20

0.19

0.30

0.37

0.21

0.46

0.53

0.30

0.21

0.16

0.08

0.27

0.35

0.20

1.00

0.48

0.57

0.31

0.23

0.14

0.07

0.24

0.37

0.18

0.46

0.48

1.00

0.57

0.24

0.22

0.12

0.19

0.21

0.29

0.16

0.51

0.53

0.57

0.57

1.00

0.38

0.32

0.17

0.23

0.32

0.36

0.27

y1

0.33

0.30

0.31

0.24

0.38

1.00

0.43

0.27

0.24

0.34

0.37

0.40

y2

0.32

0.21

0.23

0.22

0.32

0.43

1.00

0.33

0.26

0.54

0.32

0.58

y3

0.20

0.16

0.14

0.12

0.17

0.27

0.33

1.00

0.25

0.46

0.29

0.45

y4

0.19

0.08

0.07

0.19

0.23

0.24

0.26

0.25

1.00

0.28

0.30

0.27

y5

0.30

0.27

0.24

0.21

0.32

0.34

0.54

0.46

0.28

1.00

0.35

0.59

y6

0.37

0.35

0.37

0.29

0.36

0.37

0.32

0.29

0.30

0.35

1.00

0.31

y7

0.21

0.20

0.18

0.16

0.27

0.40

0.58

0.45

0.27

0.59

0.31

1.00

21

X
u1

u2

u3

u4

u5

x1

0.421704

-0.34285

0.857665

-0.78841

0.030843

x2

0.195106

0.668299

-0.44343

-0.26913

0.983229
-515-

x3

0.167613

0.853156

0.259213

0.468757

-0.91414

x4

-0.02289

-0.35607

0.423106

1.042324

0.524367

x5

0.459656

-0.72872

-0.97991

-0.16817

-0.43924

22

u1

u2

u3

u4

u5

x1

0.829349

-0.10934

0.48534

-0.24687

0.061056

x2

0.730368

0.436584

-0.20014

0.002084

0.485692

x3

0.753343

0.466088

0.105568

0.301958

-0.33603

x4

0.615952

-0.22251

0.205263

0.661353

0.302609

x5

0.860623

-0.26604

-0.38859

0.148424

-0.12457

v1

v2

v3

v4

v5

y1

0.756411

0.044607

0.339474

0.129367

-0.33702

y2

0.643884

0.358163

-0.17172

0.352983

-0.33353

y3

0.387242

0.037277

-0.17673

0.53477

0.414847

y4

0.377162

0.791935

-0.00536

-0.28865

0.334077

y5

0.653234

0.108391

0.209182

0.437648

0.434613

y6

0.803986

-0.2416

-0.23477

-0.40522

0.196419

y7

0.502422

0.162848

0.4933

0.188958

0.067761

23

-516-

v1

v2

v3

v4

v5

x1

0.459216

0.025848

-0.05785

0.017831

0.003497

x2

0.404409

-0.10321

0.023854

-0.00015

0.027816

x3

0.417131

-0.11019

-0.01258

-0.02181

-0.01924

x4

0.341056

0.052602

-0.02446

-0.04777

0.01733

x5

0.476532

0.062893

0.046315

-0.01072

-0.00713

u1

u2

u3

u4

u5

y1

0.41883

-0.01055

-0.04046

-0.00934

-0.0193

y2

0.356523

-0.08467

0.020466

-0.0255

-0.0191

y3

0.214418

-0.00881

0.021064

-0.03863

0.023758

y4

0.208837

-0.18722

0.000639

0.020849

0.019133

y5

0.3617

-0.02562

-0.02493

-0.03161

0.02489

y6

0.445172

0.057116

0.027981

0.029268

0.011249

y7

0.278194

-0.0385

-0.05879

-0.01365

0.003881

24

0.553706

0.236404

0.119186

0.072228

0.05727

u1 u1
v1 y1 , y2 , y5 , y6
v1
u1 v1 0.5537

u1 v1

mu1 = 0.5818 nv1 = 0.3721

X u1 u5 100Y v1 v5 80.3
MATLAB
clc,clear
load da.txt %da.txt
%r
r=da;
n1=5;n2=7;num=min(n1,n2);
s1=r(1:n1,1:n1);
s12=r(1:n1,n1+1:end);
-517-

s21=s12';
s2=r(n1+1:end,n1+1:end);
m1=inv(s1)*s12*inv(s2)*s21;
m2=inv(s2)*s21*inv(s1)*s12;
[x1,y1]=eig(m1);
%a's1a=1
gu1=x1'*s1*x1;
gu1=sqrt(diag(gu1)); %
gu1=gu1'.*sign(sum(x1));
%
gu1=repmat(gu1,length(gu1),1);
a=x1./gu1;
y1=diag(y1);
%
[y1,ind1]=sort(y1,'descend'); %
a=a(:,ind1(1:num))
%X
y1=sqrt(y1(1:num))
%
flag=1;
xlswrite('bk1.xls',a,'Sheet1','A1')
%Excel
flag=n1+2;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',y1','Sheet1',str)
[x2,y2]=eig(m2);
%b's2b=1
gu2=x2'*s2*x2;
gu2=sqrt(diag(gu2));
gu2=gu2'.*sign(sum(x2));
gu2=repmat(gu2,length(gu2),1);
b=x2./gu2;
y2=diag(y2);
[y2,ind2]=sort(y2,'descend');
b=b(:,ind2(1:num))
y2=sqrt(y2(1:num)) %
flag=flag+2;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',b,'Sheet1',str)
flag=flag+n2+1;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',y2','Sheet1',str)
x_u_r=s1*a;
%x,u
x_u_r=x_u_r(:,1:num)
-518-

flag=flag+2;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',x_u_r,'Sheet1',str)
y_v_r=s2*b;
%y,v
y_v_r=y_v_r(:,1:num)
flag=flag+n1+1;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',y_v_r,'Sheet1',str)
x_v_r=s12*b;
%x,v
x_v_r=x_v_r(:,1:num)
flag=flag+n2+1;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',x_v_r,'Sheet1',str)
y_u_r=s21*a;
%y,u
y_u_r=y_u_r(:,1:num)
flag=flag+n1+1;
str=char(['A',int2str(flag)]);
xlswrite('bk1.xls',y_u_r,'Sheet1',str)
mu=sum(x_u_r.^2)/n1
%xu_i
mv=sum(x_v_r.^2)/n1
%xv_i
nu=sum(y_u_r.^2)/n2
%yu_i
nv=sum(y_v_r.^2)/n2
%yv_i
8.5.2
1
WTO
21

2002

2002
69 2002

25 (2002)
(1999)
(2001)(2001)(2002)

-519-

2
1936
Hotelling

X = ( x1 ,

, y q )T Z p + q n

, x p )T Y = ( y1 ,

x11

x21
Z =

xn1

x1 p

y11

x2 p

y21

xnp

yn1

y1q

y2 q

ynq

R11
R21

R R R =

R12
R11 R22
R22

R12 = R21
T

M 1 = R11 R12 R22 R21 i

1

ai M 2 = R22 R21 R11 R12 i bi

1

u1 = a1T X , v1 = b1T Y ; u2 = a2T X , v2 = b2T Y ;

; ut = atT X , vt = btT Y (t min( p, q))

R( X , V )
uk vk X (Y) Rd ( X ; uk ) Rd (Y ; vk )

, ut (v1 , , vt ) X (Y)
, ut ) Rd (Y ; v1 , , vt )

t u1 ,

Rd ( X ; u1 ,

-520-

 vk X Rd ( X ; vk )

uk Y Rd (Y ; uk )

3
1

GDP

20
25 26
25

y1

y2

y3

y4

y1

y2

y3

y4

45623.05

2.5

8439

16.27

33334.62

0.63

6222

11.63

52256.67

1.3

18579

21.5

24633.27

0.59

5573

16.39

46551.87

1.13

10445

11.92

39258.78

-0.69

9034

22.43

28146.76

1.38

7813

15

38201.47

-0.34

7083

18.53

38670.43

0.12

8980

26.71

16524.32

0.44

5323

12.22

26316.96

1.37

6609

11.07

31855.63

-0.02

6019

11.88

45330.53

0.56

6070

12.4

22528.8

-0.16

9069

15.7

45853.89

0.28

7896

13.93

21831.94

-0.15

5497

13.56

35964.64

0.74

6497

8.97

19966.36

-0.15

5344

12.43

55832.61

-0.12

13149

9.22

19225.71

-0.16

4233

10.16
-521-

 NO.1
2003
26

x1

x2

x3

x4

x5

x6

1.03

0.42

50

2.15

1.23

1.64

1.34

0.13

131

0.33

-0.27

1.07

0.4

48

1.31

-0.43

0.19

20

-0.53

0.25

-0.11

x1

x2

x3

x4

x5

x6

0.01

-0.14

24

0.37

-0.4

-0.49

-0.64

0.02

-0.47

28

0.03

0.15

0.26

0.49

0.09

-0.47

0.03

45

-0.76

-0.46

-0.75

0.87

3.57

1.8

-0.45

-0.2

34

-0.45

-0.34

-0.52

32

-0.09

-0.33

-0.84

0.72

-0.83

13

0.05

-0.09

0.56

0.07

27

0.68

-0.12

0.87

0.37

-0.54

21

-0.11

-0.24

-0.02

0.35

0.06

31

0.28

-0.3

-0.16

0.01

0.38

40

-0.17

-0.4

-0.71

-0.5

0.27

38

-0.78

-0.12

1.61

-0.81

-0.49

22

-0.38

-0.21

-0.59

0.31

0.25

43

0.49

-0.09

-0.06

-0.24

-0.91

18

-0.05

-0.27

0.61

-0.28

0.84

37

-0.79

-0.49

-0.98

-0.53

-0.77

27

-0.45

-0.18

1.08

NO.1
2003

2
MATLAB CANONCORR

27
27

0.9601

0.9499

0.6470

0.3571

28
28

-522-

2 ( 0.05)

24

74.9775

3.7608e-007

15

40.8284

3.3963e-004

9.2942

0.3181

2.0579

0.5605

e-007 10
4
2

29
29
1

u1 = 0.1535 x1 + 0.3423x2 + 0.4913 x3 + 0.3372 x4 + 0.1149 x5 + 0.1419 x6

v1 = 0.1395 y1 + 0.7185 y2 + 0.427 y3 + 0.0285 y4
u 2 = 0.2134 x1 0.2637 x2 0.3953x3 + 0.869 x4 0.2429 x5 + 0.3856 x6
v2 = 0.1322 y1 0.7361y2 + 0.772 y3 + 0.0059 y4

29 x2 , x3 , x4
0.34230.49130.3372
x2
x3 x4
v1 y 2 y 2
x4
y3
0.869

x3 , x2 , x4 y2 , y3

30
30 ()

u1

u2

v1

v2

-523-

x1

-0.71449

0.094452

-0.68599

0.089723

x2

-0.63728

-0.34418

-0.61185

-0.32695

x3

-0.71902

-0.54257

-0.69034

-0.5154

x4

-0.72322

0.632013

-0.69437

0.600373

x5

-0.41018

0.468804

-0.39381

0.445334

x6

-0.1968

0.725205

-0.18895

0.688899

v1

v2

u1

u2

y1

-0.62924

-0.49738

-0.60414

-0.47248

y2

-0.8475

0.529457

-0.81369

0.502951

y3

-0.69906

-0.70239

-0.67117

-0.66722

y4

-0.16928

-0.38871

-0.16253

-0.36925

30 x1 , x2 , x3 , x4 u1

x2
u 2 , v2 x2
v1 y2 y 2
y3 v1 v2 v2
y3 y2

y 2

u 2 x5 0.468804-0.2429
v2 y3 -0.70239
0.772
x5 , y3 (Suppressor)30

u1 y 2
-524-

-0.81369 y4 -0.16253

3132
31

u1

0.3606

0.3606

0.9218

v1

0.3324

0.3324

u2

0.2612

0.6218

0.9024

v2

0.2357

0.5681

u3

0.0631

0.6849

0.4186

v3

0.0264

0.5945

u4

0.0795

0.7644

0.1275

v4

0.0101

0.6046

32

v1

0.4079

0.4079

0.9218

u1

0.4079

0.4079

v2

0.2644

0.6723

0.9024

u2

0.2930

0.7009

v3

0.0648

0.7371

0.4186

u3

0.1549

0.8558

v4

0.0184

0.7555

0.1275

u4

0.1442

31 32 u1u 2 v1v2

u1u 2 70.09%
v1v2 56.81%

-525-

GDP
GDP

GDP
3

2002

MATLAB
clc,clear
load x.txt %xx.txt
load y.txt %yy.txt
n1=size(x,2);n2=size(y,2);
x=zscore(x);y=zscore(y); %
-526-

n=size(x,1);
%a,br
%u,vstats
[a,b,r,u,v,stats]=canoncorr(x,y)
x_u_r=x'*u/(n-1)
%x,u
y_v_r=y'*v/(n-1)
%y,v
x_v_r=x'*v/(n-1)
%x,v
y_u_r=y'*u/(n-1)
%y,u
mu=sum(x_u_r.^2)/n1
%xu_i
mv=sum(x_v_r.^2)/n1
%xv_i
nu=sum(y_u_r.^2)/n2
%yu_i
nv=sum(y_v_r.^2)/n2
%yv_i
val=r.^2
%

1 33 1999

33

699.70

1.4371

0.9364

0.7804

10.880

179.46

1.8982

1.0006

0.5870

11.780

111.13

1.4180

0.6772

0.5158

17.775

389.60

1.9182

0.8541

0.5762

26.320

211.34

1.7880

1.0798

0.4569

19.705

259.00

2.3059

0.3417

0.5076

23.480

923.19

3.7350

2.0572

0.6208

22.160

139.29

1.8712

0.8858

0.4536

12.670

102.78

1.2333

0.5326

0.3798

27.375

108.50

1.7291

0.9325

0.4687

11.120

129.20

3.2454

1.1935

0.4519

17.080

173.35

1.0018

0.4296

0.4503

21.215

151.54

1.4927

0.6775

0.4738

13.940

434.46

7.1328

2.4413

0.5282

19.190

139.29

2.3501

0.8360

0.4890

14.250

336.54

3.5407

1.3863

0.4020

22.195

96.12

1.2288

0.6382

0.5000

14.340

45.43

2.1915

0.8648

0.4136

8.730
-527-

365.01

1.6801

1.1486

0.5720

18.615

146.00

6.6333

2.3785

0.5359

12.250

136.22

2.8279

1.2918

0.5984

10.470

11.79

4.1514

1.1798

0.6118

7.315

244.04

5.1194

1.9682

0.6287

17.800

145.49

4.7515

1.9366

0.5806

11.650

61.36

8.2695

0.8598

0.8098

7.420

47.60

1.5078

0.9587

0.4843

9.730

128.67

3.8535

1.6216

0.4901

14.470

2. 34 19842000

34

19842000

1984

0.71

0.49

0.41

0.51

0.46

1985

0.40

0.49

0.44

0.57

0.50

1986

0.55

0.56

0.48

0.53

0.49

1987

0.62

0.93

0.38

0.53

0.47

1988

0.45

0.42

0.41

0.54

0.47

1989

0.36

0.37

0.46

0.54

0.48

1990

0.55

0.68

0.42

0.54

0.46

1991

0.62

0.90

0.38

0.56

0.46

1992

0.61

0.99

0.33

0.57

0.43

1993

0.71

0.93

0.35

0.66

0.44

1994

0.59

0.69

0.36

0.57

0.48

1995

0.41

0.47

0.40

0.54

0.48

1996

0.26

0.29

0.43

0.57

0.48

1997

0.14

0.16

0.43

0.55

0.47

1998

0.12

0.13

0.45

0.59

0.54

1999

0.22

0.25

0.44

0.58

0.52

2000

0.71

0.49

0.41

0.51

0.46

3352577

x1 , x2 ,

, x7
35

x1
-528-

x2

x3

x4

x5

x6

x7

3.76

3.66

0.54

5.28

9.77

13.74

4.78

8.59

4.99

1.34

10.02

7.5

10.16

2.13

6.22

6.14

4.52

9.84

2.17

2.73

1.09

7.57

7.28

7.07

12.66

1.79

2.1

0.82

9.03

7.08

2.59

11.76

4.54

6.22

1.28

5.51

3.98

1.3

6.92

5.33

7.3

2.4

3.27

0.62

0.44

3.36

7.63

8.84

8.39

8.74

3.31

11.68

3.53

4.76

1.12

9.64

9.49

1.03

13.57

13.13

18.52

2.35

9.73

1.33

9.87

9.87

11.06

3.7

8.59

2.98

1.17

9.17

7.85

9.91

2.62

7.12

5.49

3.68

9.72

2.64

3.43

1.19

4.69

3.01

2.17

5.98

2.76

3.55

2.01

5.51

1.34

1.27

5.81

4.57

5.38

3.43

1.66

1.61

1.57

2.8

1.78

2.09

3.72

5.9

5.76

1.55

8.84

5.4

7.5

1.97

9.84

9.27

1.51

13.6

9.02

12.67

1.75

8.39

4.92

2.54

10.05

3.96

5.24

1.43

4.94

4.38

1.03

6.68

6.49

9.06

2.81

7.23

2.3

1.77

7.79

4.39

5.37

2.27

9.46

7.31

1.04

12

11.58

16.18

2.42

9.55

5.35

4.25

11.74

2.77

3.51

1.05

4.94

4.52

4.5

8.07

1.79

2.1

1.29

8.21

3.08

2.42

9.1

3.75

4.66

1.72

9.41

6.44

5.11

12.5

2.45

3.1

0.91

470

y1
x1
y2

x2
y
3
36
36

x1

x2

y1

y2

y3

x1

0.8

0.26

0.67

0.34

x2

0.8

0.33

0.59

0.34

y1

0.26

0.33

0.37

0.21
-529-

y2

0.67

0.59

0.37

0.35

y3

0.34

0.34

0.21

0.35

5
37 38 5

37

mg/L

mg/L

mg/L

130

10.3

0.35

2.76

105

10.7

0.4

2.0

20

1.4

4.5

0.22

30

6.26

0.25

1.67

20

10.13

0.5

0.23

38

<1

23

110

>660

<0.09

0.36

1.8

7.1

>27.1

>37

12

2.4

0.55

<0.17

<0.02

0.06

0.31

1.2

>4.6

1 4

2 5

-530-